+177.8%
XLE vs NVO
+143.1%
+34.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.6% |
| 7D | +1.7% | -7.6% | +9.3% | +2.5% |
| 30D | +6.7% | -6.0% | +12.7% | +7.4% |
| 3M | +14.9% | -0.8% | +15.6% | +14.6% |
| 6M | +15.9% | +16.5% | -0.6% | +13.2% |
| YTD | +47.7% | -11.1% | +58.8% | +47.8% |
| 1Y | +50.7% | -16.7% | +67.4% | +51.6% |
| 3Y | +57.9% | -52.9% | +110.8% | +66.4% |
| 5Y | +227.0% | -3.0% | +230.0% | +186.1% |
| All | +177.8% | +143.1% | +34.7% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling